While this is just a static 2d image, it looks like blue is above the screen (for me, for some others it's below, or red is above).
Thanks to comments, here some explanations https://en.wikipedia.org/wiki/Chromostereopsis
Edited: added Wikipedia link
I'm guessing it's the fuzziness of the blue one (less focus), but also both red segments being wider/thicker so your brain rationalizes that blue is further away
I've noticed this effect on business signs so I don't think that's the cause. Blue specifically seems affected, and you can notice a parallax difference too even when they're the same distance. I assumed it had to do with my glasses bending the light differently or something.
I've definitely seen it when the colours are in focus/sharpness the same, e.g. with red words on my phone screen standing out in front of the rest.
https://en.wikipedia.org/wiki/Chromostereopsis
Found courtesy of another comment
Edit: oh and now I see OP also already got the link
Blue isn't fuzzy or blurry though. It's just as crisp and sharp as red, digitally speaking.
But yes, without glasses, I get the same sort of experience, where the blue gets blurry before the red.